Black Scholes model consider factors which affects an option price and factors are?

spot price of asset
exercise price and exercise date of option
price volatility
all of above

LohaHridoy

6 views

2025-01-04 04:42

1 Answers

AhmedNazir

Answer: Option 4

Black Scholes model consider factors which affects an option price and factors are spot price of asset, exercise price and exercise date of option and price volatility. Black-Scholes is a pricing model used to determine the fair price or theoretical value for a call or a put option based on six variables such as volatility, type of option, underlying stock price, time, strike price, and risk-free rate.

6 views Answered 2022-09-01 13:21

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